+321.0%
USFD vs ALLY
+191.1%
+129.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.0% | +3.7% | -6.7% | -4.9% |
| 30D | +3.5% | -2.3% | +5.8% | +4.6% |
| 3M | +26.6% | +3.8% | +22.7% | +23.3% |
| 6M | +11.7% | +9.7% | +2.0% | +4.9% |
| YTD | +38.1% | -1.4% | +39.5% | +36.3% |
| 1Y | +33.4% | +8.2% | +25.1% | +24.4% |
| 3Y | +155.8% | +66.5% | +89.3% | +72.4% |
| 5Y | +214.0% | +1.2% | +212.8% | +170.7% |
| All | +321.0% | +191.1% | +129.9% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling